It's about to hit the fan
The Lannister guards have been sent to kill literally everyone from house Stark. Up to and including old, unarmed women. (Pour one out for Septa Mordane, by the way, who faced down four armored men to protect Sansa.)
This is a dress we've seen Sansa in before; a dress that ties her to both her mother and sister. She is a Tully, and a Stark. But the Lannister necklace is also there, symbolizing her entanglement with the Lannisters.
Because Sansa is decent and kind, she believes that others are decent and kind as well. So her first instinct, after her father's arrest, is to go to Cersei.
Note that in this scene, Cersei wears a cool-colored gown and a simple hairstyle. The whole ensemble says "I'm on your side. You can trust me." (It may also be a subtle nod to the similarities between Cersei and Sansa.)Sansa: still in the same outfit (because she's been hiding in her room, but also because she is still her father and mother's daughter).
And now. Now, as she goes to beg for her father's life, Sansa is a Southern Lady. While Sansa has always been a Tully as well as a Stark, and has usually worn a blend of northern and southern fashions, this is the first time we've seen her go full-on King's Landing, with the exact sort of clothes and hair made fashionable by Cersei. (Cersei dress, Cersei hair, Lannister necklace.)
Another noteworthy thing about this scene: remember back in the pilot? Remember Sansa's hair and clothing at the feast? She probably wore the nicest dress she owned to that feast, and Catelyn probably spent a decent amount of time on her hair, but if you compare her dress and hair then to her dress and hair nor, she looked downright sloppy back then. This gorgeous dress may have been made especially for this occasion; her hair was done by a professional.
This is definitely Sansa's scene; Cersei looks lovely as always, and is wearing her throne room crazybraids and Baratheon crown, but her dress is almost the same color as the wall behind her.
This is the scene that sets the tone for the entire rest of the series. The scene in which the guy who you thought was the hero dies.
Cersei's braid helmet has never been any bigger or crazier than this. And, in the interest of presenting a united front, She and her son are both dressed in their Lannister finest: their clothes were even made of the same gold fabric with rich, red Lannister Lion embroidery. Both wear Baratheon crowns, but they both have GIANT RED LIONS adorning their bodies. They are Lannisters, through and through.
Also worth noting: Sansa is (understandably) screaming and horrified, but Cersei is also deeply troubled by Joffrey's behavior here. She fully expected him to pardon Ned and send him to the wall. She was counting on it. And even she can do nothing to stop him.
While Sansa is still dressed like a southern lady, she stands apart from them (and everyone else in the scene) in delicate, light blue.
And by the way, Sophie Turner deserves awards for this scene. Any hope Sansa had for a happy ending is shattered as her handsome prince has her father beheaded in front of her. Now she knows who Joffrey truly is. This is how it ends. This is how her heart breaks.
Sansa has understandably ditched the Lannister necklace in favor of her dragonfly necklace. But she still wears her hair in the style of a southern lady. She looks like she's been crying, and refusing to eat, for days. And she wears another southern-style dress, this one in pink. She looks delicate. Fragile, even. But our girl has discovered a reserve of strength that even she didn't know she had.
To anyone who believes that Sansa is weak or stupid, I can only ask: what show are you watching?
So many people that she knew and loved are dead. Joffrey forces her to look at their heads displayed on the wall.
And she yet lives.
Sansa is, above all else, a survivor. And she will live to see the Lannisters pay.
